Senior Manager, Data Analytics and Insights - 2071511
Company: Fidelity Investments
Location: Boston, Massachusetts
Posted on: March 1, 2023
Job Description:
Position Description: Designs and maintains Python-based data abstraction and
analytical tools to streamline and standardize quantitative
processes. Performs investment risk forecasting, quantitative alpha
research, and portfolio construction -- model construction, factor
definitions and calculations, and translating output statistics
into meaningful information. Assesses model risk forecasting using
BARRA Fixed Income Risk Models. Builds and manages database schemes
using SQL. Uses business knowledge to perform project management
for technology projects. Works with end-users to coordinate product
development and support. Acts as a primary liaison for business
units to resolve various project/technology issues. Establishes
full project life cycle plans for one or more complex projects. Primary Responsibilities: Elicits, captures, and interprets customer problems from
multiple perspectives across projects or within a program. Presents implications and recommendations with a strategic
perspective influencing project parameters and outcomes. Envisions and creates solutions that meet the requirements of
the business, models the required infrastructure and points of
integration, and provides the overall blueprint/roadmap for
delivering the solution. Contributes to estimation, planning, analysis, design, and
development of projects. Estimates appropriate time frames for releases based on effort
estimation. Maintains requirements backlog. Establishes and project manages analysis plans for multiple and
moderately complex work steams. Holds accountability for integration into larger,
multi-disciplined projects, as appropriate. Leads development efforts to expand and improve the technical
infrastructure and reporting capabilities of investment risk
forecasting, quantitative alpha research or portfolio
construction. Develops and operates large data platforms to deliver
production-grade data curation to be utilized in quantitative
models, portfolio construction, and trading. Oversees daily, weekly, and monthly production reporting cycles
across analytic environments. Ensures the integrity of input data that it is available and
complete, that processes run successfully, and that statistical
output is accurate. Generate reports. Responds to ad-hoc data analysis requests in support of projects
performed by Quant Analysts. Contributes to the continued development and incorporation of
non-traditional or unstructured data and data science applications
to enhance the research and investment process. Develops customized quantitative tools using Python. Serves as the Subject Matter Expert (SME) for fixed income
analytics and factors that drive alpha generation. Performs validation and testing of models to ensure
adequacy. Prepares management reports -- defining and evaluating problems
and recommending solutions. Defines data requirements, gathers and validates information,
and applies judgment and statistical tests. Education and Experience: Bachelors degree (or foreign education equivalent) in Computer
Science, Engineering, Engineering Management, Information
Technology, Information Systems, Mathematics, Physics, or a closely
related field and five (5) years of experience in the job offered
or five (5) years of experience performing multi-asset class
analytics in a financial services environment. Or, alternatively, Masters degree (or foreign education
equivalent) in Computer Science, Engineering, Engineering
Management, Information Technology, Information Systems,
Mathematics, Physics, or a closely related field and three (3) year
of experience in the job offered or three (3) year of experience
performing multi-asset class analytics in a financial services
environment. Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) analyzing Barra risk factor model
construction, factor definitions, and calculations; translating
output statistics into meaningful insights used for portfolio
management, using Microsoft Excel, SQL/Oracle Database, Python, and
R; integrating BarraOne risk models into existing infrastructure,
and expanding and enhancing analytic platforms and tools, using
Microsoft Excel, Tableau, Oracle SQL, Python, and R; and performing
investment risk analysis -- portfolio performance and risk
reporting -- using multi-factor model risk and performance
attribution. DE writing risk model methodologies and specification documents,
interpreting business requirements, and creating analytical
visualization solutions using Microsoft Office suite; creating
model performance monitoring reports, using Microsoft Excel,
Tableau, Oracle SQL, Python, and R; and researching and testing
ways to improve existing models -- regression, time series, and
interest rate models and Monte Carlo simulations. DE performing fund measurement and analytics -- measuring
incremental effects of portfolio construction methodologies --
using Oracle, SQL, R, Python, ANOVA, and ANCOVA; and performing
fund holdings and returns analysis using statistical methods and
analytical tools -- Oracle SQL, R, and Python. DE performing multi-asset class fund analytics, using Microsoft
Excel, Tableau, Oracle SQL, Python, and R in an asset management
environment. For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number 2071511.
Keywords: Fidelity Investments , Manchester , Senior Manager, Data Analytics and Insights - 2071511, Finance , Boston, Massachusetts , New Hampshire
